Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi-explicit formulas for American options in a jump-diffusion model |
scientific article |
Statements
Quasi-explicit formulas for American options in a jump-diffusion model (English)
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22 October 1995
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American option prices
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Merton's jump-diffusion model
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